October 1996
Launch of : MBRM Multi Asset Monte Carlo Analyser

Screen shot of the Monte Carlo Analyser with a small number of assets
Monte Carlo Analyser
click thumbnail to enlarge

General Features:

  • Enables Monte Carlo simulations on multiple assets using variance/covariance matrices.
  • Useful for the analysis of complex Multi Asset dependent options and securities portfolios.
  • Useful for compliance and regulatory risk management purposes.
  • Compatible with JP Morgan's RiskMetrics datasets.
  • Callable from Excel, Access, C, C++ and Visual Basic.
  • Cost of analyser is £ 1,999.
NOTE:
This analyser requires UNIVSWAP - Universal Swap Add-in at a cost of £ 1,999 each.

For Further Information, Please Contact :
Dr. Mamdouh Barakat
Managing Director
MBRM - MB Risk Management
an FSS - Financial Systems Software company
E-mail : sales@mbrm.com
Tel : +44 20-7628 2007 Fax : +44 20-7628 2008

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